Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=40; TakeProfitMode=false; TakeProfit=80; TrailingStopMode=false; TrailingStop=20; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1018.17 | Gross profit | 3900.25 | Gross loss | -2882.08 |
Profit factor | 1.35 | Expected payoff | 35.11 | ||
Absolute drawdown | 2136.27 | Maximal drawdown | 2587.14 (24.76%) | Relative drawdown | 24.76% (2587.14) |
Total trades | 29 | Short positions (won %) | 29 (34.48%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 10 (34.48%) | Loss trades (% of total) | 19 (65.52%) | ||
Largest | profit trade | 2204.34 | loss trade | -379.88 | |
Average | profit trade | 390.02 | loss trade | -151.69 | |
Maximum | consecutive wins (profit in money) | 3 (2675.62) | consecutive losses (loss in money) | 12 (-1959.71) | |
Maximal | consecutive profit (count of wins) | 2675.62 (3) | consecutive loss (count of losses) | -1959.71 (12) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 05:00 | sell | 1 | 1.00 | 90.281 | 0.000 | 0.000 | ||
2 | 2009.11.03 14:00 | close | 1 | 1.00 | 90.190 | 0.000 | 0.000 | 100.90 | 10100.90 |
3 | 2009.11.04 02:00 | sell | 2 | 1.00 | 90.119 | 0.000 | 0.000 | ||
4 | 2009.11.04 07:00 | close | 2 | 1.00 | 90.380 | 0.000 | 0.000 | -288.78 | 9812.12 |
5 | 2009.11.04 22:00 | sell | 3 | 1.00 | 90.584 | 0.000 | 0.000 | ||
6 | 2009.11.05 14:00 | close | 3 | 1.00 | 90.467 | 0.000 | 0.000 | 127.02 | 9939.14 |
7 | 2009.11.06 04:00 | sell | 4 | 1.00 | 90.603 | 0.000 | 0.000 | ||
8 | 2009.11.06 07:00 | close | 4 | 1.00 | 90.668 | 0.000 | 0.000 | -71.69 | 9867.45 |
9 | 2009.11.06 08:00 | sell | 5 | 1.00 | 90.510 | 0.000 | 0.000 | ||
10 | 2009.11.06 13:00 | close | 5 | 1.00 | 90.691 | 0.000 | 0.000 | -199.58 | 9667.87 |
11 | 2009.11.06 15:00 | sell | 6 | 1.00 | 90.120 | 0.000 | 0.000 | ||
12 | 2009.11.09 04:00 | close | 6 | 1.00 | 90.212 | 0.000 | 0.000 | -102.75 | 9565.12 |
13 | 2009.11.09 11:00 | sell | 7 | 1.00 | 90.014 | 0.000 | 0.000 | ||
14 | 2009.11.09 19:00 | close | 7 | 1.00 | 90.019 | 0.000 | 0.000 | -5.55 | 9559.57 |
15 | 2009.11.10 01:00 | sell | 8 | 1.00 | 89.852 | 0.000 | 0.000 | ||
16 | 2009.11.10 03:00 | close | 8 | 1.00 | 90.027 | 0.000 | 0.000 | -194.39 | 9365.18 |
17 | 2009.11.10 05:00 | sell | 9 | 1.00 | 89.899 | 0.000 | 0.000 | ||
18 | 2009.11.10 12:00 | close | 9 | 1.00 | 90.122 | 0.000 | 0.000 | -247.44 | 9117.74 |
19 | 2009.11.10 15:00 | sell | 10 | 1.00 | 89.788 | 0.000 | 0.000 | ||
20 | 2009.11.11 00:00 | close | 10 | 1.00 | 89.804 | 0.000 | 0.000 | -18.59 | 9099.15 |
21 | 2009.11.11 01:00 | sell | 11 | 1.00 | 89.686 | 0.000 | 0.000 | ||
22 | 2009.11.11 09:00 | close | 11 | 1.00 | 90.028 | 0.000 | 0.000 | -379.88 | 8719.27 |
23 | 2009.11.11 21:00 | sell | 12 | 1.00 | 89.815 | 0.000 | 0.000 | ||
24 | 2009.11.12 01:00 | close | 12 | 1.00 | 89.935 | 0.000 | 0.000 | -135.74 | 8583.53 |
25 | 2009.11.12 03:00 | sell | 13 | 1.00 | 89.715 | 0.000 | 0.000 | ||
26 | 2009.11.12 08:00 | close | 13 | 1.00 | 89.890 | 0.000 | 0.000 | -194.68 | 8388.85 |
27 | 2009.11.12 10:00 | sell | 14 | 1.00 | 89.751 | 0.000 | 0.000 | ||
28 | 2009.11.12 14:00 | close | 14 | 1.00 | 89.998 | 0.000 | 0.000 | -274.45 | 8114.40 |
29 | 2009.11.13 02:00 | sell | 15 | 1.00 | 90.269 | 0.000 | 0.000 | ||
30 | 2009.11.13 08:00 | close | 15 | 1.00 | 90.391 | 0.000 | 0.000 | -134.97 | 7979.43 |
31 | 2009.11.13 11:00 | sell | 16 | 1.00 | 89.782 | 0.000 | 0.000 | ||
32 | 2009.11.16 05:00 | close | 16 | 1.00 | 89.655 | 0.000 | 0.000 | 140.88 | 8120.31 |
33 | 2009.11.16 07:00 | sell | 17 | 1.00 | 89.560 | 0.000 | 0.000 | ||
34 | 2009.11.17 13:00 | close | 17 | 1.00 | 89.155 | 0.000 | 0.000 | 453.50 | 8573.81 |
35 | 2009.11.18 03:00 | sell | 18 | 1.00 | 89.295 | 0.000 | 0.000 | ||
36 | 2009.11.18 15:00 | close | 18 | 1.00 | 89.225 | 0.000 | 0.000 | 78.45 | 8652.26 |
37 | 2009.11.19 00:00 | sell | 19 | 1.00 | 89.302 | 0.000 | 0.000 | ||
38 | 2009.11.19 02:00 | close | 19 | 1.00 | 89.365 | 0.000 | 0.000 | -70.50 | 8581.76 |
39 | 2009.11.19 03:00 | sell | 20 | 1.00 | 89.175 | 0.000 | 0.000 | ||
40 | 2009.11.19 20:00 | close | 20 | 1.00 | 88.939 | 0.000 | 0.000 | 265.35 | 8847.11 |
41 | 2009.11.20 01:00 | sell | 21 | 1.00 | 88.910 | 0.000 | 0.000 | ||
42 | 2009.11.20 02:00 | close | 21 | 1.00 | 89.035 | 0.000 | 0.000 | -140.39 | 8706.72 |
43 | 2009.11.20 04:00 | sell | 22 | 1.00 | 88.823 | 0.000 | 0.000 | ||
44 | 2009.11.20 14:00 | close | 22 | 1.00 | 88.980 | 0.000 | 0.000 | -176.44 | 8530.28 |
45 | 2009.11.20 19:00 | sell | 23 | 1.00 | 88.930 | 0.000 | 0.000 | ||
46 | 2009.11.20 21:00 | close | 23 | 1.00 | 88.970 | 0.000 | 0.000 | -44.96 | 8485.32 |
47 | 2009.11.23 00:00 | sell | 24 | 1.00 | 88.818 | 0.000 | 0.000 | ||
48 | 2009.11.23 04:00 | close | 24 | 1.00 | 88.933 | 0.000 | 0.000 | -129.31 | 8356.01 |
49 | 2009.11.23 05:00 | sell | 25 | 1.00 | 88.895 | 0.000 | 0.000 | ||
50 | 2009.11.23 12:00 | close | 25 | 1.00 | 88.843 | 0.000 | 0.000 | 58.53 | 8414.54 |
51 | 2009.11.23 13:00 | sell | 26 | 1.00 | 88.833 | 0.000 | 0.000 | ||
52 | 2009.11.23 16:00 | close | 26 | 1.00 | 88.897 | 0.000 | 0.000 | -71.99 | 8342.55 |
53 | 2009.11.23 23:00 | sell | 27 | 1.00 | 88.954 | 0.000 | 0.000 | ||
54 | 2009.11.25 01:00 | close | 27 | 1.00 | 88.618 | 0.000 | 0.000 | 377.62 | 8720.17 |
55 | 2009.11.25 03:00 | sell | 28 | 1.00 | 88.251 | 0.000 | 0.000 | ||
56 | 2009.11.27 10:00 | close | 28 | 1.00 | 86.345 | 0.000 | 0.000 | 2204.34 | 10924.51 |
57 | 2009.11.27 22:00 | sell | 29 | 1.00 | 86.563 | 0.000 | 0.000 | ||
58 | 2009.11.27 22:59 | close at stop | 29 | 1.00 | 86.482 | 0.000 | 0.000 | 93.66 | 11018.17 |